I often freeze tracks that include sidechain routing and have not seen this behavior. The sidechain should be treated no differently than any other track send.
Or is the frozen track the sidechain
destination? I would expect for that to not work, if the effects are frozen, too. There is, however, an option to leave the fx bin alone when freezing, which would get around that problem.
I am running 8.5, not X1, but unless you're describing a new bug in X1 I wouldn't expect the routing behavior to be any different.